Apolipoprotein A-I (apo A-I) is the major protein component of human high-density lipoprotein (HDL). High blood levels of HDL strongly correlate with a reduced risk of atherosclerosis, and hence a reduced risk of coronary artery disease. Of all of the constituents of HDL, only apo A-I correlates with this protective effect of HDL. We have crystallized residues 44-243 of apo A-I, a fragment that binds to lipid similarly to intact apo A-I and that retains the lipid-bound conformation even in the absence of lipid. The molecule consists almost entirely of a pseudo-continuous amphipathic alpha-helix that is punctuated by kinks at regularly-spaced proline residues; it adopts a shape similar to a horseshoe of dimensions 125 x 80 x 40 E. Four molecules in the asymmetric unit associate via their hydrophobic faces to form an antiparallel 4-helix bundle with an elliptical ring shape. Based on this structure, we propose a model for the structure of apo A-I bound to HDL.